-45.3%
SFM vs PLTU
+154.0%
-199.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.0% | +11.9% | +3.1% |
| 7D | -0.1% | -13.6% | +13.5% | +0.3% |
| 30D | -4.4% | +16.7% | -21.0% | -5.1% |
| 3M | +1.5% | +29.6% | -28.0% | -0.3% |
| 6M | +6.5% | -0.1% | +6.6% | +5.3% |
| YTD | +2.2% | -31.5% | +33.7% | +3.0% |
| 1Y | -41.9% | -19.7% | -22.2% | -42.7% |
| All | -45.3% | +154.0% | -199.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling